Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.6 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48886.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42202.74 Kr¶

PnL: ---------------------------------------> -230.54 Kr¶

DD now: ---------------------------------> -7.971 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:53:13.405580'

Anic Portfolio¶

Today¶

Return: -0.845 %¶

This Week¶

Return: -0.845 %¶

Total portfolio value¶

Return including deposits: 60.041 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.010000 1666.800000 199.260000 13.580000 1467.540000
JM 6 2.300000 882.000000 19.800000 2.300000 862.200000
Hoist Finance 35 1.790000 995.750000 17.500000 1.790000 978.250000
Sagax B 4 1.360000 863.600000 11.600000 1.360000 852.000000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
Platzer Fastigheter Holding B 12 1.000000 968.400000 9.600000 1.000000 958.800000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.230000 778.800000 1.800000 0.230000 777.000000
EQT 4 0.190000 831.200000 1.600000 0.190000 829.600000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Biotage 7 0.070000 940.100000 0.700000 0.070000 939.400000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.480000 933.500000 -4.500000 -0.480000 938.000000
OX2 13 -0.620000 941.850000 -5.850000 -0.620000 947.700000
Hexatronic Group 12 -0.620000 958.560000 -6.000000 -0.620000 964.560000
Alimak Group 11 -1.660000 910.800000 -15.400000 -1.660000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -3.320000 826.800000 -28.400000 -3.320000 855.200000
Addnode Group B 11 -3.290000 888.250000 -30.250000 -3.290000 918.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Hexagon B 26 -1.320000 3406.000000 -45.500000 -1.320000 3451.500000
Indutrade 5 -3.910000 1167.000000 -47.500000 -3.910000 1214.500000
Bufab 3 -5.100000 1050.000000 -56.400000 -5.100000 1106.400000
BHG Group 97 -4.260000 1393.890000 -61.110000 -4.200000 1455.000000
Vitec Software Group B 2 -7.100000 1007.000000 -77.000000 -7.100000 1084.000000
INVISIO 16 -2.390000 3592.000000 -88.000000 -2.390000 3680.000000
TOTAL 42222.790000 -210.490000 -7.93285% 42433.280000

Updated:¶

'2023-07-03 11:52:59.811808'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶